How to make an animation / armature remember poses?
You need to set keyframes after posing the character. With the posed object selected hit I and set the appropriate keyframe, e.g LocRot (for location and rotation). You need to do this before you move onto the next frame.

Frames that have keyframes on them are highlighted with an orange line in the timeline. If you don't see the keyframe before moving on, your changes will be lost for that frame and you will have to redo it.



You may want to enable Auto Keyframing (Docs) to automatically insert keyframes as you pose your armature: